Daniel Hadley

University of British Columbia (UBC)

2329 West Mall

Vancouver, British Columbia BC V6T 1Z4

Canada

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Scholarly Papers (1)

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On the Selection of Loss Severity Distributions to Model Operational Risk

Journal of Operational Risk, Forthcoming
Number of pages: 22 Posted: 13 Sep 2019
Daniel Hadley, Harry Joe and Natalia Nolde
University of British Columbia (UBC), University of British Columbia - Department of Statistics and Statistics Department
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Abstract:

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operational risk, advanced measurement approach (AMA), loss distribution approach (LDA), regulatory capital (RC)